+54.0%
SSNC vs CASY
+154.1%
-100.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.3% | +1.1% | -4.4% | -3.5% |
| 30D | -1.3% | +8.7% | -10.0% | -2.1% |
| 3M | -2.3% | -17.3% | +15.0% | -0.5% |
| 6M | +12.6% | -19.7% | +32.4% | +15.0% |
| YTD | -10.1% | +24.8% | -34.9% | -15.8% |
| 1Y | -6.6% | +31.9% | -38.5% | -13.6% |
| 3Y | +54.0% | +155.4% | -101.4% | +23.9% |
| All | +54.0% | +154.1% | -100.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling